Season the shrimp with the cayenne pepper.
Heat 1 tablespoon of olive oil in a large skillet over medium-high heat and add the shrimp in a single layer.
Cook the shrimp for 1 minute, then flip them over.
Add the shallots, lime zest, and 1 teaspoon of the lime juice to the pan, then reduce the heat to medium and cook for another minute until the shrimp are opaque and cooked through.
Whisk the remaining lime juice with the remaining 3 tablespoons of olive oil in a small bowl to create the dressing.
Place the torn frisee and diced melon in a large bowl, drizzle with the dressing, and toss gently to coat.
Divide the salad among plates and top each serving with the warm shrimp, crumbled feta, crushed coriander seeds, and fresh mint.